Journal of Multivariate Analysis

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.01 0.17 64 45 154 2 0 0.08 1997 0.02 0.2 63 33 143 3 0 1 0.02 0.08 1998 0.01 0.23 65 23 127 1 0 0.1 1999 0.02 0.31 60 25 128 2 0 1 0.02 0.15 2000 0.01 0.43 59 23 125 1 0 0.19 2001 0.08 0.4 58 10 119 9 0 1 0.02 0.17 2002 0.04 0.43 90 14 117 5 0 0.2 2003 0.01 0.48 89 36 148 2 0 3 0.03 0.22 2004 0.05 0.52 80 24 179 9 0 1 0.01 0.23 2005 0.09 0.59 110 27 169 16 0 3 0.03 0.27 2006 0.04 0.63 123 11 190 8 0 3 0.02 0.27
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:eee:jmvana:v:16:y:1985:i:3:p:393-411 Prediction of multivariate time series by autoregressive model fitting (1985).
Cited: 19 times.

(2) RePEc:eee:jmvana:v:84:y:2003:i:1:p:61-84 Asymptotic theory for multivariate GARCH processes (2003).
Cited: 17 times.

(3) RePEc:eee:jmvana:v:57:y:1996:i:2:p:277-296 Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes (1996).
Cited: 16 times.

(4) RePEc:eee:jmvana:v:14:y:1984:i:1:p:1-16 Central limit theorem for integrated square error of multivariate nonparametric density estimators (1984).
Cited: 16 times.

(5) RePEc:eee:jmvana:v:65:y:1998:i:2:p:139-165 Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators (1998).
Cited: 12 times.

(6) RePEc:eee:jmvana:v:32:y:1990:i:2:p:177-203 Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (1990).
Cited: 10 times.

(7) RePEc:eee:jmvana:v:55:y:1995:i:1:p:105-124 Factor Analysis and Principal Components (1995).
Cited: 9 times.

(8) RePEc:eee:jmvana:v:11:y:1981:i:3:p:368-385 On the theory of elliptically contoured distributions (1981).
Cited: 8 times.

(9) RePEc:eee:jmvana:v:27:y:1988:i:2:p:392-403 Maximum likelihood principle and model selection when the true model is unspecified (1988).
Cited: 8 times.

(10) RePEc:eee:jmvana:v:91:y:2004:i:1:p:74-89 Quantile regression for longitudinal data (2004).
Cited: 8 times.

(11) RePEc:eee:jmvana:v:60:y:1997:i:2:p:252-276 Multivariate Gini Indices (1997).
Cited: 8 times.

(12) RePEc:eee:jmvana:v:9:y:1979:i:4:p:531-544 An identity for the Wishart distribution with applications (1979).
Cited: 7 times.

(13) RePEc:eee:jmvana:v:39:y:1991:i:2:p:246-269 Global nonparametric estimation of conditional quantile functions and their derivatives (1991).
Cited: 7 times.

(14) RePEc:eee:jmvana:v:8:y:1978:i:1:p:1-29 A third-order optimum property of the maximum likelihood estimator (1978).
Cited: 7 times.

(15) RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119 Some Remarks on the Supermodular Order (2000).
Cited: 6 times.

(16) RePEc:eee:jmvana:v:25:y:1988:i:2:p:286-298 Multivariate arrangement increasing functions with applications in probability and statistics (1988).
Cited: 6 times.

(17) RePEc:eee:jmvana:v:47:y:1993:i:2:p:173-195 Optimal Choice of Sample Fraction in Extreme-Value Estimation (1993).
Cited: 6 times.

(18) RePEc:eee:jmvana:v:5:y:1975:i:2:p:248-264 Reduced-rank regression for the multivariate linear model (1975).
Cited: 6 times.

(19) RePEc:eee:jmvana:v:5:y:1975:i:1:p:53-66 A vector multivariate hazard rate (1975).
Cited: 6 times.

(20) RePEc:eee:jmvana:v:93:y:2005:i:1:p:40-57 Constraints on concordance measures in bivariate discrete data (2005).
Cited: 6 times.

(21) RePEc:eee:jmvana:v:20:y:1986:i:1:p:1-25 On detection of the number of signals in presence of white noise (1986).
Cited: 6 times.

(22) RePEc:eee:jmvana:v:41:y:1992:i:2:p:220-242 Estimation for diffusion processes from discrete observation (1992).
Cited: 5 times.

(23) RePEc:eee:jmvana:v:20:y:1986:i:1:p:91-113 Random approximations to some measures of accuracy in nonparametric curve estimation (1986).
Cited: 5 times.

(24) RePEc:eee:jmvana:v:33:y:1990:i:2:p:265-274 The matrix angular central Gaussian distribution (1990).
Cited: 5 times.

(25) RePEc:eee:jmvana:v:35:y:1990:i:1:p:12-30 Multivariate concordance (1990).
Cited: 4 times.

(26) RePEc:eee:jmvana:v:54:y:1995:i:1:p:91-112 Testing Multivariate Symmetry (1995).
Cited: 4 times.

(27) RePEc:eee:jmvana:v:13:y:1983:i:3:p:383-400 The maximum of the periodogram (1983).
Cited: 4 times.

(28) RePEc:eee:jmvana:v:12:y:1982:i:3:p:346-370 Asymptotic properties of projections with applications to stochastic regression problems (1982).
Cited: 4 times.

(29) RePEc:eee:jmvana:v:44:y:1993:i:1:p:47-68 Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes (1993).
Cited: 4 times.

(30) RePEc:eee:jmvana:v:48:y:1994:i:2:p:228-248 Statistical Analysis of Curved Probability Densities (1994).
Cited: 4 times.

(31) RePEc:eee:jmvana:v:73:y:2000:i:2:p:166-179 Asymptotic Properties of Backfitting Estimators (2000).
Cited: 4 times.

(32) RePEc:eee:jmvana:v:57:y:1996:i:1:p:1-36 Asymptotic Expansions for Perturbed Systems on Wiener Space: Maximum Likelihood Estimators (1996).
Cited: 4 times.

(33) RePEc:eee:jmvana:v:1:y:1971:i:2:p:232-255 Estimating structural and functional relationships (1971).
Cited: 4 times.

(34) RePEc:eee:jmvana:v:25:y:1988:i:2:p:299-310 Kernel density and hazard function estimation in the presence of censoring (1988).
Cited: 4 times.

(35) RePEc:eee:jmvana:v:9:y:1979:i:3:p:362-377 Separation theorems for singular values of matrices and their applications in multivariate analysis (1979).
Cited: 4 times.

(36) RePEc:eee:jmvana:v:10:y:1980:i:4:p:467-498 Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions (1980).
Cited: 4 times.

(37) RePEc:eee:jmvana:v:41:y:1992:i:1:p:117-131 Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Steins loss (1992).
Cited: 4 times.

(38) RePEc:eee:jmvana:v:62:y:1997:i:1:p:1-23 A New Approach to the BHEP Tests for Multivariate Normality, (1997).
Cited: 4 times.

(39) RePEc:eee:jmvana:v:86:y:2003:i:2:p:266-292 Nonparametric estimation of distributions with categorical and continuous data (2003).
Cited: 4 times.

(40) RePEc:eee:jmvana:v:11:y:1981:i:4:p:474-484 Some properties of the parameterization of ARMA systems with unknown order (1981).
Cited: 3 times.

(41) RePEc:eee:jmvana:v:47:y:1993:i:2:p:210-229 Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications (1993).
Cited: 3 times.

(42) RePEc:eee:jmvana:v:53:y:1995:i:1:p:139-158 Missing Data Imputation Using the Multivariate t Distribution (1995).
Cited: 3 times.

(43) RePEc:eee:jmvana:v:70:y:1999:i:1:p:1-29 Asymptotic Theory for Canonical Correlation Analysis (1999).
Cited: 3 times.

(44) RePEc:eee:jmvana:v:21:y:1987:i:1:p:105-127 Multiple stochastic integrals with dependent integrators (1987).
Cited: 3 times.

(45) RePEc:eee:jmvana:v:96:y:2005:i:1:p:190-217 Robust semiparametric M-estimation and the weighted bootstrap (2005).
Cited: 3 times.

(46) RePEc:eee:jmvana:v:51:y:1994:i:1:p:139-147 Consistency Property of Elliptic Probability Density Functions (1994).
Cited: 3 times.

(47) RePEc:eee:jmvana:v:68:y:1999:i:1:p:96-119 Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999).
Cited: 3 times.

(48) RePEc:eee:jmvana:v:46:y:1993:i:2:p:309-334 A Comparative Study of Goodness-of-Fit Tests for Multivariate Normality (1993).
Cited: 3 times.

(49) RePEc:eee:jmvana:v:52:y:1995:i:1:p:1-14 A Continuous Metric Scaling Solution for a Random Variable (1995).
Cited: 3 times.

(50) RePEc:eee:jmvana:v:59:y:1996:i:1:p:34-59 Expansion of Perturbed Random Variables Based on Generalized Wiener Functionals (1996).
Cited: 3 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:cte:wsrepe:ws063815 MULTIVARIATE RISKS AND DEPTH-TRIMMED REGIONS (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:spr:alstar:v:90:y:2006:i:1:p:183-197 Some recent advances in measurement error models and methods (2006). AStA Advances in Statistical Analysis

(3) RePEc:tky:fseres:2006cf459 Simultaneous estimation of normal precision matrices (2006). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Recent citations received in: 2005

(1) RePEc:dgr:uvatin:20050076 Nonparametric Tests for Serial Independence Based on Quadratic Forms (2005). Tinbergen Institute / Tinbergen Institute Discussion Papers

(2) RePEc:mtn:ancoec:050204 The exact sampling distribution of L-statistics (2005). Metron - International Journal of Statistics

(3) RePEc:wpa:wuwpdc:0511014 The Golden Growth Law in Economic Process (2005). EconWPA / Development and Comp Systems

Recent citations received in: 2004

(1) RePEc:wpa:wuwpem:0404005 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers (2004). EconWPA / Econometrics

Recent citations received in: 2003

(1) RePEc:dgr:eureir:2003319 Did the incidence of high precipitation levels increase? (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(2) RePEc:dgr:eureir:2003326 Analytical quasi maximum likelihood inference in multivariate volatility models (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(3) RePEc:gue:guelph:2003-10 A Consistent Nonparametric Equality Test of Conditional Quantile Functions (2003). University of Guelph, Department of Economics / Working Papers

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